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Symphonies
The Holy Grail with 20D KMLM V2 (Added Feavers stuff)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-driven rotation. It checks the Nasdaq’s long trend, then uses short-term “stretched” moves and KMLM’s 20‑day trend to switch among tech bulls, inverse tech, volatility hedges, managed futures, short-term bonds, or a steady LLY/NVO/COST/GE basket.
NutHow it works
1) Regime: Is the tech‑heavy market rising? It checks TQQQ vs its 200‑day average. 2) If rising and short‑term moves look extreme, buy UVXY (volatility hedge). Otherwise use a 20‑day trend in KMLM (managed‑futures) and a bond‑vs‑bear check to pick: TQQQ, BTAL (defensive), a low‑vol mix of LLY/NVO/COST/GE, or QID (short Nasdaq). 3) If falling, try quick rebounds (TECL/SOXL). If none, rotate among QID/SQQQ, BSV, SVXY, or KMLM/the stock mix.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.53 vs 0.99; Calmar 3.18; alpha +0.47. Annualized return ~96% vs SPY ~17%. Disciplined, rules-based rotation across tech, hedges, futures, and defensives offers higher upside with risk controls—drawdowns can be larger.

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Invest in this strategy
OOS Start Date
Sep 23, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, trend-following, mean reversion, leveraged etfs, volatility hedging, managed futures, defensive equities
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
GE
GE Aerospace
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LLY
Eli Lilly & Co.
Stocks
NVO
Novo-Nordisk A/S
Stocks
QID
ProShares UltraShort QQQ
Stocks
SH
ProShares Short S&P500
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toQID. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 75.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.33%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in the symphony, simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.